SIAM Student Chapter Seminar
- When: Most Friday at 11:30 am (see e-mail)
- Where: 901 Van Vleck Hall
- Organizers: Xiao Shen
- To join the SIAM Chapter mailing list: email [join-siam-chapter@lists.wisc.edu] website.
Fall 2019
| date | speaker | title |
|---|---|---|
| Sept. 27, Oct. 4 | Xiao Shen (Math) | The corner growth model |
| Oct. 11 (No seminar) | ||
| Oct. 18 | Bhumesh Kumar (EE) | Non-stationary Stochastic Approximation |
Abstract
Sep 27, Oct 4: Xiao Shen (Math)
The corner growth model
Imagine there is an arbitrary amount of donuts attached to the integer points of Z^2. The goal is to pick an optimal up-right path which allows you to eat as much donuts as possible along the way. We will look at some basic combinatorial observations, and how specific probability distribution would help us to study this model.
Oct 18: Bhumesh Kumar (EE)
Non-stationary Stochastic Approximation
Abstract: Robbins–Monro pioneered a general framework for stochastic approximation to find roots of a function with just noisy evaluations.With applications in optimization, signal processing and control theory there is resurged interest in time-varying aka non-stationary functions. This works addresses that premise by providing explicit, all time, non-asymptotic tracking error bounds via Alekseev's nonlinear variations of constant formula.
Reference: https://arxiv.org/abs/1802.07759 (To appear in Mathematics of Control, Signals and Systems)